Chain Challenge Chapter 11-12 (Lunatic)

It looks like you don't have a pseudo healer in your party. Getting one would be extremely helpful. Pseudo Healer meaning a normal high damage dealing unit with healing capabilities [Reciprocal Aid, Ardent Sacrifice, and Breath of Life] combined with the ability to heal themselves [Falchion, Renewal]. Alternatively you could just give all your units Renewal 2 or 3 in their B slot. Renewal is an incredibly strong power in Chain Challenges, as it gives each unit 10 HP before every battle on every map and on certain maps you can just wait until all your characters are fully healed before entering the danger zone and triggering the AI.

It also looks like you didn't pick Brave Lyn as your Brave Heroes unit, which is unfortunate. Combined with Brave Bow, her ability to deal damage without taking damage greatly, greatly simplifies beating these chain challenges, especially if combined with Goad Cavalry on a Reinhardt who deals with low Res targets like she deals with low Def. One might even say she trivializes Chain Challenges, although personally I wouldn't go quite that far. I had real trouble with these same challenges for a long time, but after picking up Brave Lyn and tricking her out, it only took me 5 attempts to complete both 11 and 12.